Learn R Programming

temper (version 1.1.0)

Temporal Encoder-Masked Probabilistic Ensemble Regressor

Description

Implements a probabilistic ensemble time-series forecaster that combines an auto-encoder with a neural decision forest whose split variables are learned through a differentiable feature-mask layer. Functions are written with 'torch' tensors and provide CRPS (Continuous Ranked Probability Scores) training plus mixture-distribution post-processing.

Copy Link

Version

Install

install.packages('temper')

Monthly Downloads

124

Version

1.1.0

License

GPL-3

Maintainer

Giancarlo Vercellino

Last Published

August 18th, 2025

Functions in temper (1.1.0)

dummy_set

Tech Stock Time Series Dataset
temper

Temporal Encoder–Masked Probabilistic Ensemble Regressor